Anic Equity¶

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Total return since start: 0.556 %¶

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Equity now: -----------------------------> 47533.41 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46138.56 Kr¶

PnL: ---------------------------------------> -750.01 Kr¶

DD now: ---------------------------------> -2.255 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-13 17:30:09.107544'

Anic Portfolio¶

Today¶

Return: -0.708 %¶

This Week¶

Return: -1.297 %¶

Total¶

Return: 55.612 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 -2.890000 3146.000000 175.000000 5.890000 2971.000006
HEBA B 70 -1.130000 2765.000000 129.000000 4.890000 2636.000010
Samhällsbyggnadsbo. i Norden B 20 -0.190000 424.600000 69.600000 19.610000 355.000000
Corem Property Group B 59 -2.150000 643.690000 66.690000 11.560000 576.999999
HMS Networks 2 -1.340000 706.000000 33.000000 4.900000 673.000000
FM Mattsson Mora Group B 50 1.720000 2950.000000 23.000000 0.790000 2927.000000
Boozt 12 2.430000 1670.400000 16.400000 0.990000 1653.999996
Coor Service Management Hold. 8 0.440000 546.800000 14.800000 2.780000 532.000000
Samhällsbyggnadsbo. i Norden D 12 1.780000 260.160000 14.160000 5.760000 246.000000
Karnov Group 9 3.560000 549.900000 13.900000 2.590000 536.000004
Eastnine 4 -1.410000 502.400000 11.400000 2.320000 491.000000
Resurs Holding 22 0.080000 584.100000 10.100000 1.760000 573.999998
OEM International B 7 -2.170000 536.900000 8.900000 1.690000 527.999997
Midsona B 63 -2.400000 590.310000 7.310000 1.250000 582.999984
Norva24 Group 16 -4.830000 548.160000 5.160000 0.950000 543.000000
Intrum 4 -0.750000 532.000000 5.000000 0.950000 527.000000
MedCap 2 -0.930000 426.000000 5.000000 1.190000 421.000000
AcadeMedia 12 1.210000 561.600000 4.600000 0.830000 557.000004
Essity A 4 0.170000 1152.000000 3.000000 0.260000 1149.000000
Essity B 2 -0.690000 576.000000 2.000000 0.350000 574.000000
Creaspac SPAC 6 0.210000 578.400000 1.400000 0.240000 577.000002
Handelsbanken A 5 -1.840000 546.750000 0.750000 0.140000 546.000000
Fastighetsbolag. Emilshus Pref 21 -3.430000 561.750000 -0.250000 -0.040000 562.000005
Swedbank A 3 -1.470000 561.750000 -2.250000 -0.400000 564.000000
Securitas B 6 -0.550000 563.880000 -6.120000 -1.070000 570.000000
Nordea Bank Abp 29 -1.260000 3446.940000 -7.060000 -0.200000 3453.999992
CTEK 13 0.760000 517.010000 -16.990000 -3.180000 533.999999
International Petroleum Corp. 5 1.850000 522.000000 -72.570000 -12.210000 594.565215
Vivesto 1368 -3.660000 533.250000 -79.750000 -13.010000 612.999432
SAAB B 8 -0.480000 3284.000000 -93.000000 -2.750000 3377.000000
Sampo Oyj SDB 7 -0.740000 3748.500000 -101.500000 -2.640000 3850.000000
OX2 18 -0.470000 1537.200000 -126.800000 -7.620000 1663.999992
Axfood 13 -0.510000 3560.700000 -195.300000 -5.200000 3756.000001
Fasadgruppen Group 35 -2.260000 3475.500000 -335.500000 -8.800000 3810.999990
Ovzon 52 0.000000 3026.400000 -335.600000 -9.980000 3361.999992
TOTAL 46136.050000 -752.520000 -2.25991% 46888.564618

Updated:¶

'2023-01-13 17:27:14.794696'
None

Last optimization/rebalancing:¶

'2022-12-04'

Next optimization/rebalancing:¶

'2023-01-13'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶